How can I change a scene using python BGE
When your player dies, change a property 
(e.g. "dead" to "1")


Then use a property sensor ("dead" == "1"?) and hook it up to scene actuator. 

Okay, there's a bit more to it

I did a collision sensor, colliding with property "damage."  I added property "damage" to everything except the floor!

I added health to your cube player, default 100.  connected collision sensor to property actuator add "-50".  

Created property sensor, health less than 1. connected to property actuator, dead = 1


created property sensor, dead equals 1, connected to change scene actuator. Probably could be more efficient, but it works! :)

You'll want to "and" a delay so your dramatic final collision plays out before changing scenes though

Blend File